+33.3%
CAPR vs VEU
+25.0%
+8.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.1% |
| 7D | -12.6% | +0.3% | -12.9% | -12.8% |
| 30D | +124.4% | +0.7% | +123.8% | +123.7% |
| 3M | -66.8% | +4.7% | -71.5% | -68.3% |
| 6M | -71.8% | +11.6% | -83.4% | -75.4% |
| YTD | -70.1% | +16.8% | -86.9% | -76.8% |
| 1Y | +33.3% | +24.9% | +8.5% | -3.5% |
| All | +33.3% | +25.0% | +8.3% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling